Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-23 0.324276 0.354747 0.387877 0.426759 0.471382 0.521281 0.581708
2025-03-30 0.287057 0.326117 0.370968 0.426841 0.495379 0.577793 0.686079
2025-04-06 0.259173 0.302887 0.355212 0.423515 0.511947 0.624974 0.784519
2025-04-13 0.231859 0.276758 0.332218 0.407280 0.508725 0.645033 0.849533
2025-04-20 0.217087 0.264376 0.324571 0.408977 0.528050 0.696487 0.966124
2025-04-27 0.204245 0.253068 0.316862 0.409156 0.544512 0.745347 1.087549
2025-05-04 0.193032 0.242817 0.309384 0.408435 0.558950 0.792515 1.215320
2025-05-11 0.184336 0.235166 0.304618 0.410765 0.577723 0.848607 1.370451
2025-05-18 0.172224 0.221914 0.290863 0.398293 0.571594 0.862292 1.449810
2025-05-25 0.160670 0.208717 0.276234 0.383128 0.559255 0.863202 1.503755
2025-06-01 0.154661 0.203008 0.272056 0.383662 0.572737 0.911639 1.668063
2025-06-08 0.152216 0.202224 0.275009 0.395574 0.606772 1.003399 1.955806
2025-06-15 0.147860 0.198545 0.273574 0.400634 0.630145 1.080474 2.241868
2025-06-22 0.142956 0.193750 0.270058 0.401835 0.646514 1.146297 2.525898
2025-06-29 0.137664 0.188071 0.264765 0.399484 0.655781 1.198599 2.795050
2025-07-06 0.130179 0.178678 0.253025 0.384945 0.639601 1.190952 2.878056
2025-07-13 0.126649 0.175219 0.250629 0.386778 0.656324 1.263020 3.257979
2025-07-20 0.123071 0.171498 0.247568 0.387112 0.669957 1.330490 3.662160
2025-07-27 0.119567 0.167724 0.244186 0.386550 0.681588 1.395453 4.100283
2025-08-03 0.116804 0.164995 0.242384 0.388772 0.699495 1.481159 4.692658
2025-08-10 0.111772 0.158414 0.233724 0.377268 0.685522 1.476032 4.860826
2025-08-17 0.106582 0.151403 0.224045 0.363236 0.664566 1.447790 4.901640
2025-08-24 0.104175 0.148832 0.221891 0.363747 0.677202 1.520597 5.540666